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PRRTX vs. PSDYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRRTX vs. PSDYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Putnam RetirementReady 2030 Fund (PRRTX) and Putnam Ultra Short Duration Income Fund (PSDYX). The values are adjusted to include any dividend payments, if applicable.

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PRRTX vs. PSDYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRRTX
Putnam RetirementReady 2030 Fund
-3.20%8.59%6.18%15.42%-7.91%6.89%5.46%13.40%-6.22%13.50%
PSDYX
Putnam Ultra Short Duration Income Fund
0.38%4.99%5.25%4.78%0.61%0.07%1.50%2.86%1.95%1.40%

Returns By Period

In the year-to-date period, PRRTX achieves a -3.20% return, which is significantly lower than PSDYX's 0.38% return. Over the past 10 years, PRRTX has outperformed PSDYX with an annualized return of 5.54%, while PSDYX has yielded a comparatively lower 2.45% annualized return.


PRRTX

1D
0.12%
1M
-3.49%
YTD
-3.20%
6M
-1.77%
1Y
6.05%
3Y*
7.68%
5Y*
4.59%
10Y*
5.54%

PSDYX

1D
0.10%
1M
-0.39%
YTD
0.38%
6M
1.52%
1Y
4.05%
3Y*
4.71%
5Y*
3.19%
10Y*
2.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRRTX vs. PSDYX - Expense Ratio Comparison

PRRTX has a 0.11% expense ratio, which is lower than PSDYX's 0.30% expense ratio.


Return for Risk

PRRTX vs. PSDYX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PRRTX
PRRTX Risk / Return Rank: 4242
Overall Rank
PRRTX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
PRRTX Sortino Ratio Rank: 4343
Sortino Ratio Rank
PRRTX Omega Ratio Rank: 4040
Omega Ratio Rank
PRRTX Calmar Ratio Rank: 3636
Calmar Ratio Rank
PRRTX Martin Ratio Rank: 4545
Martin Ratio Rank

PSDYX
PSDYX Risk / Return Rank: 9999
Overall Rank
PSDYX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
PSDYX Sortino Ratio Rank: 9999
Sortino Ratio Rank
PSDYX Omega Ratio Rank: 9999
Omega Ratio Rank
PSDYX Calmar Ratio Rank: 9999
Calmar Ratio Rank
PSDYX Martin Ratio Rank: 9999
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PRRTX vs. PSDYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Putnam RetirementReady 2030 Fund (PRRTX) and Putnam Ultra Short Duration Income Fund (PSDYX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


PRRTXPSDYXDifference

Sharpe ratio

Return per unit of total volatility

0.95

3.07

-2.12

Sortino ratio

Return per unit of downside risk

1.32

9.04

-7.72

Omega ratio

Gain probability vs. loss probability

1.19

2.84

-1.66

Calmar ratio

Return relative to maximum drawdown

0.99

9.23

-8.25

Martin ratio

Return relative to average drawdown

4.57

37.13

-32.56

PRRTX vs. PSDYX - Sharpe Ratio Comparison

The current PRRTX Sharpe Ratio is 0.95, which is lower than the PSDYX Sharpe Ratio of 3.07. The chart below compares the historical Sharpe Ratios of PRRTX and PSDYX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PRRTXPSDYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

3.07

-2.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

2.52

-1.87

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

2.37

-1.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

2.15

-1.31

Correlation

The correlation between PRRTX and PSDYX is 0.05, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

PRRTX vs. PSDYX - Dividend Comparison

PRRTX's dividend yield for the trailing twelve months is around 2.21%, less than PSDYX's 4.17% yield.


TTM20252024202320222021202020192018201720162015
PRRTX
Putnam RetirementReady 2030 Fund
2.21%2.14%2.57%2.66%10.69%8.38%1.54%3.76%7.57%2.95%0.73%2.72%
PSDYX
Putnam Ultra Short Duration Income Fund
4.17%4.65%4.81%3.65%1.30%0.37%1.09%2.51%2.23%1.29%0.88%0.57%

Drawdowns

PRRTX vs. PSDYX - Drawdown Comparison

The maximum PRRTX drawdown since its inception was -16.59%, which is greater than PSDYX's maximum drawdown of -2.58%. Use the drawdown chart below to compare losses from any high point for PRRTX and PSDYX.


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Drawdown Indicators


PRRTXPSDYXDifference

Max Drawdown

Largest peak-to-trough decline

-16.59%

-2.58%

-14.01%

Max Drawdown (1Y)

Largest decline over 1 year

-5.78%

-0.49%

-5.29%

Max Drawdown (5Y)

Largest decline over 5 years

-11.71%

-0.80%

-10.91%

Max Drawdown (10Y)

Largest decline over 10 years

-16.59%

-2.58%

-14.01%

Current Drawdown

Current decline from peak

-3.96%

-0.39%

-3.57%

Average Drawdown

Average peak-to-trough decline

-2.30%

-0.07%

-2.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.25%

0.12%

+1.13%

Volatility

PRRTX vs. PSDYX - Volatility Comparison

Putnam RetirementReady 2030 Fund (PRRTX) has a higher volatility of 2.09% compared to Putnam Ultra Short Duration Income Fund (PSDYX) at 0.23%. This indicates that PRRTX's price experiences larger fluctuations and is considered to be riskier than PSDYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRRTXPSDYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.09%

0.23%

+1.86%

Volatility (6M)

Calculated over the trailing 6-month period

3.73%

0.97%

+2.76%

Volatility (1Y)

Calculated over the trailing 1-year period

6.60%

1.46%

+5.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.11%

1.27%

+5.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.28%

1.04%

+6.24%